Sending Private Files (Grades) to individuals

I am new to moodle, I've previously been using Dokeos LMS, one of the features we use extensively is the 'dropbox' feature (not the official dropbox). Basically I was able to send private document (pdf) to one student or a selection of students on a given course with their feedback on an assignment they have completed. This would then send an email notification advising them of a file for their attention on the platform.

Does the same functionality exist in Moodle, where can I read more about this?